+1,069.6%
SGI vs UUUU
-91.9%
+1,161.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | +9.3% | +2.8% | +6.5% | +9.0% |
| 30D | +6.9% | +3.4% | +3.5% | +6.4% |
| 3M | +2.8% | -3.9% | +6.7% | +2.7% |
| 6M | -12.6% | -23.2% | +10.6% | -11.3% |
| YTD | -21.5% | +0.6% | -22.1% | -23.3% |
| 1Y | -18.8% | +22.9% | -41.6% | -23.3% |
| 3Y | +60.8% | +98.6% | -37.8% | +40.0% |
| 5Y | +60.0% | +130.2% | -70.2% | +33.2% |
| 10Y | +267.8% | +519.5% | -251.7% | +158.8% |
| All | +1,069.6% | -91.9% | +1,161.6% | +738.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling